Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
23.12.2020 | 13.46% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 34'854 | 7'971 | 100.00% | 100.00% |
22.12.2020 | 11.79% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 40'154 | 9'031 | 100.00% | 100.00% |
21.12.2020 | 9.05% | 0.09 | 0.10 | 500'000 | 100'000 | 457'551 | 100'000 | 48'676 | 11'778 | 93.29% | 93.29% |
18.12.2020 | 13.01% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 36'175 | 8'235 | 100.00% | 100.00% |
17.12.2020 | 10.86% | 0.09 | 0.10 | 500'000 | 100'000 | 498'439 | 100'000 | 43'776 | 9'790 | 100.00% | 100.00% |
16.12.2020 | 11.81% | 0.10 | 0.11 | 500'000 | 100'000 | 498'505 | 100'000 | 40'486 | 9'130 | 99.99% | 99.99% |
15.12.2020 | 9.09% | 0.08 | 0.09 | 500'000 | 100'000 | 470'023 | 100'000 | 49'490 | 11'597 | 100.00% | 100.00% |
14.12.2020 | 9.42% | 0.13 | 0.14 | 390'000 | 100'000 | 484'160 | 100'000 | 49'138 | 11'193 | 100.00% | 100.00% |
11.12.2020 | 7.08% | 0.12 | 0.13 | 420'000 | 100'000 | 371'247 | 100'000 | 50'580 | 14'680 | 100.00% | 100.00% |